Kenichiro McAlinn
Kenichiro McAlinn
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Cited by
Cited by
Dynamic Bayesian predictive synthesis in time series forecasting
K McAlinn, M West
Journal of Econometrics 210 (1), 155-169, 2019
Multivariate Bayesian predictive synthesis in macroeconomic forecasting
K McAlinn, KA Aastveit, J Nakajima, M West
Journal of the American Statistical Association 115 (531), 1092-1110, 2020
Dynamic variable selection with spike-and-slab process priors
V Rockova, K McAlinn
Bayesian Analysis 16 (1), 233-269, 2021
Divide and conquer: Financial ratios and industry returns predictability
D Bianchi, K McAlinn
Available at SSRN 3136368, 2020
Bayesian predictive synthesis–discussion of: Using stacking to average Bayesian predictive distributions, by Y. Yao et al
K McAlinn, KA Aastveit, M West
Bayesian Analysis 13, 971-973, 2018
Fully parallel particle learning for GPGPUs and other parallel devices
K McAlinn, T Nakatsuma
arXiv preprint arXiv:1212.1639, 2012
Dynamic sparse factor analysis
K McAlinn, V Rockova, E Saha
arXiv preprint arXiv:1812.04187, 2018
Mixed‐frequency Bayesian predictive synthesis for economic nowcasting
K McAlinn
Journal of the Royal Statistical Society: Series C (Applied Statistics), 2021
Policy choice and best arm identification: Asymptotic analysis of exploration sampling
K Ariu, M Kato, J Komiyama, K McAlinn, C Qin
arXiv preprint arXiv:2109.08229, 2021
Volatility forecasts using stochastic volatility models with nonlinear leverage effects
K McAlinn, A Ushio, T Nakatsuma
Journal of Forecasting 39 (2), 143-154, 2020
The Adaptive Doubly Robust Estimator and a Paradox Concerning Logging Policy
M Kato, K McAlinn, S Yasui
Advances in Neural Information Processing Systems 34, 1351-1364, 2021
Predictive properties and minimaxity of bayesian predictive synthesis
K Takanashi, K McAlinn
Preprint, RIKEN and Temple University, 2020
Learning Causal Models from Conditional Moment Restrictions by Importance Weighting
M Kato, M Imaizumi, K McAlinn, S Yasui, H Kakehi
International Conference on Learning Representations, 2021
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
KA Aastveit, K McAlinn, J Nakajima, M West
Norges Bank, 2019
Dynamic Mixed Frequency Synthesis for Economic Nowcasting
K McAlinn
arXiv preprint arXiv:1712.03646, 2017
Spatially-Varying Bayesian Predictive Synthesis for Flexible and Interpretable Spatial Prediction
D Cabel, M Kato, K McAlinn, S Sugasawa, K Takanashi
arXiv preprint arXiv:2203.05197, 2022
Policy Choice and Best Arm Identification: Asymptotic Analysis of Exploration Sampling under Posterior Weighted Policy Regret
K Ariu, M Kato, J Komiyama, K McAlinn, C Qin
arXiv preprint arXiv:2109.08229, 2021
Policy Choice and Best Arm Identification: Comments on" Adaptive Treatment Assignment in Experiments for Policy Choice"
K Ariu, M Kato, J Komiyama, K McAlinn
arXiv preprint arXiv:2109.08229, 2021
Learning Causal Relationships from Conditional Moment Conditions by Importance Weighting
M Kato, H Kakehi, K McAlinn, S Yasui
arXiv preprint arXiv:2108.01312, 2021
Predictions with dynamic Bayesian predictive synthesis are exact minimax
K McAlinn
arXiv. org Papers, 2021
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